To enhance the calculation of the volatility component of the Clearing Fund formula that utilizes a parametric Value-at-
Risk model and eliminate the Market Maker Domination charge
Amendment No. 1 to SR-NSCC-2017-808
Enhance the process for submitting and accepting ETF creations and redemptions.
Release No. 34-82544; File No. SR-NSCC-2017-019
(January 19, 2018)